Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts.
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Date
2016
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Abstract
In practical applications of multivariate sliding
window (SW) control charts, a considerable amount of difficulty
lies in selecting parameters related to the window size
and to the disposal of past observations. Although widely
used for pattern recognition problems, to the best of the
authors’ knowledge, there have been no comparative analyses
of the efficiencies of multivariate SW schemes and
more traditional and easy-to-apply control charts, such as
Hotelling’s T 2 and the multivariate exponentially weighted
moving average (MEWMA) control charts. The present
work applies a transformed statistic called confidence control
chart (CCC), which standardizes all the control charts
in the 0–1 interval to improve visualization, and comparisons
are made in terms of the average run length (ARL).
Therefore, the purpose of this paper is to present a simulation
study to compare the inertial effect of estimating
the actual mean vector through the SW and the MEWMA schemes. Three types of SW schemes were tested, including
uniform, linear, and exponential weights. In addition to
providing equivalences between the smoothing parameter of
the MEWMA method and the window sizes for the bivariate
case, the results show that multivariate SW schemes suffer
from the inertial effect more than MEWMA charts. In this
sense, the user is encouraged to apply both control charts to
avoid detection delay.
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Keywords
Process control, Mean vectors, Simulation, Average run length
Citation
MORAES, D. A. O. et al. Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. International Journal, Advanced Manufacturing Technology, v. 84, n. 5, p. 1457-1470, maio 2016. Disponível em: <http://link.springer.com/article/10.1007/s00170-015-7822-7>. Acesso em: 23 jan. 2017.